-45.4%
TOST vs ALNY
-13.7%
-31.8%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +5.4% | -6.6% | -2.6% |
| 7D | -3.6% | -0.8% | -2.8% | -3.5% |
| 30D | +8.9% | -29.6% | +38.5% | +17.7% |
| 3M | -2.2% | -27.7% | +25.5% | +4.5% |
| 6M | +41.0% | -43.9% | +84.8% | +57.9% |
| YTD | -4.0% | -59.8% | +55.8% | +17.8% |
| 1Y | -9.6% | -64.6% | +55.0% | +15.0% |
| 3Y | +141.7% | -1.3% | +142.9% | +105.8% |
| 5Y | -29.5% | -7.6% | -21.9% | -41.8% |
| All | -45.4% | -13.7% | -31.8% | -55.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ALNY.
Daily Out/Under-Performance
Portfolio return minus ALNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALNY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded ALNY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling